Calciomercato.com says Roma are planning to make a January swoop for Mahrez.
The player is said to be unhappy with his situation at the King Power and wants to push through a move.
Leicester are reportedly holding out for a massive £50m for the winger though.
“We're really happy, it was the aim to get into the next round," Thomas told LCFC TV. "This competition is a chance for us younger players to prove ourselves against Football League players.
“Everyone was desperate to get through. We needed Hames [Ben Hamer] to make some saves and it was tough but it was a well-deserved victory in the end.
“I'm always pleased to get on the scoresheet, especially from midfield. I hadn't scored for a few weeks so it was playing on my mind a bit. To get one early is good for my confidence."